-19.4%
Z vs TKO
+152.5%
-171.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.3% |
| 7D | -4.9% | +2.6% | -7.5% | -5.7% |
| 30D | +3.0% | +11.6% | -8.7% | -0.4% |
| 3M | -13.4% | -0.1% | -13.3% | -13.4% |
| 6M | -27.3% | +6.7% | -34.0% | -29.1% |
| YTD | -57.8% | -6.0% | -51.8% | -57.3% |
| 1Y | -60.0% | +8.5% | -68.5% | -61.5% |
| All | -19.4% | +152.5% | -171.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling